Extremiles: A New Perspective on Asymmetric Least Squares (Q5242482)
From MaRDI portal
scientific article; zbMATH DE number 7128446
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremiles: A New Perspective on Asymmetric Least Squares |
scientific article; zbMATH DE number 7128446 |
Statements
Extremiles: A New Perspective on Asymmetric Least Squares (English)
0 references
12 November 2019
0 references
coherence
0 references
expectile
0 references
extreme-value theory
0 references
extremile
0 references
quantile
0 references
spectral risk measures
0 references
0 references
0 references
0 references
